+330.4%
ACGL vs RGEN
+457.6%
-127.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.2% |
| 7D | +1.3% | -2.4% | +3.7% | +1.4% |
| 30D | +14.2% | +0.1% | +14.1% | +14.1% |
| 3M | +11.1% | +6.6% | +4.5% | +10.0% |
| 6M | +16.4% | +40.9% | -24.6% | +11.8% |
| YTD | +13.8% | +6.2% | +7.6% | +12.0% |
| 1Y | +21.6% | +19.4% | +2.1% | +18.1% |
| 3Y | +33.5% | +17.9% | +15.6% | +26.2% |
| 5Y | +174.8% | -34.0% | +208.9% | +169.1% |
| 10Y | +330.4% | +453.9% | -123.5% | +196.1% |
| All | +330.4% | +457.6% | -127.3% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling